-37.4%
PTC vs BBWI
-33.4%
-4.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -5.3% |
| 7D | -12.8% | +1.6% | -14.4% | -12.9% |
| 30D | -9.8% | -6.2% | -3.6% | -9.4% |
| 3M | -2.1% | +4.3% | -6.4% | -2.8% |
| 6M | -18.1% | -7.2% | -10.9% | -18.0% |
| YTD | -23.5% | -3.0% | -20.5% | -23.8% |
| 1Y | -37.4% | -30.8% | -6.6% | -33.5% |
| All | -37.4% | -33.4% | -4.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling